+402.7%
RVMD vs SBAC
-2.7%
+405.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -2.3% |
| 7D | -3.6% | -5.3% | +1.7% | -4.0% |
| 30D | -1.1% | +0.4% | -1.5% | -1.0% |
| 3M | +41.0% | -11.9% | +52.9% | +40.2% |
| 6M | +105.7% | -4.5% | +110.2% | +102.6% |
| YTD | +155.3% | -4.3% | +159.6% | +161.1% |
| 1Y | +402.7% | -3.9% | +406.6% | +414.0% |
| All | +402.7% | -2.7% | +405.4% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling